+99.6%
STM vs LBRT
+101.6%
-2.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | +5.8% | +8.7% | -2.9% | +3.5% |
| 30D | -1.0% | +6.6% | -7.6% | -2.7% |
| 3M | -33.3% | -34.5% | +1.2% | -27.7% |
| 6M | +57.4% | -24.5% | +81.9% | +69.2% |
| YTD | +102.2% | +12.7% | +89.5% | +111.9% |
| 1Y | +99.6% | +94.8% | +4.8% | +101.0% |
| All | +99.6% | +101.6% | -2.0% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling